Sequential estimation for fractional ornstein : uhlenbeck type process

Simple item page
dc.contributor.authorRao, B L S P
dc.date.accessioned2012-11-07T07:38:14Z
dc.date.available2012-11-07T07:38:14Z
dc.date.issued2004
dc.identifier.citationSequential Analysis, v 23, no. 1, p 33-44en_US
dc.identifier.urihttp://hdl.handle.net/10263/4725
dc.language.isoenen_US
dc.subjectFractional ornstein uhlenbecken_US
dc.subjectFractional Brownian motionen_US
dc.subjectSequential maximum likelihood estimationen_US
dc.titleSequential estimation for fractional ornstein : uhlenbeck type processen_US
dc.typeArticleen_US

Files

Original bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
69-SEFF-SA-V23-1-P33-44.pdf
Size:
2.59 MB
Format:
Adobe Portable Document Format
Download

License bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed upon to submission
Description:
Download

Collections

Mathematics and Statistics